Search results for: structural simulations.
995 Mathematical Analysis of Stock Prices Prediction in a Financial Market Using Geometric Brownian Motion Model
Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine
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The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.
Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 268994 Rainfall–Runoff Simulation Using WetSpa Model in Golestan Dam Basin, Iran
Authors: M. R. Dahmardeh Ghaleno, M. Nohtani, S. Khaledi
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Flood simulation and prediction is one of the most active research areas in surface water management. WetSpa is a distributed, continuous, and physical model with daily or hourly time step that explains precipitation, runoff, and evapotranspiration processes for both simple and complex contexts. This model uses a modified rational method for runoff calculation. In this model, runoff is routed along the flow path using Diffusion-Wave equation which depends on the slope, velocity, and flow route characteristics. Golestan Dam Basin is located in Golestan province in Iran and it is passing over coordinates 55° 16´ 50" to 56° 4´ 25" E and 37° 19´ 39" to 37° 49´ 28"N. The area of the catchment is about 224 km2, and elevations in the catchment range from 414 to 2856 m at the outlet, with average slope of 29.78%. Results of the simulations show a good agreement between calculated and measured hydrographs at the outlet of the basin. Drawing upon Nash-Sutcliffe model efficiency coefficient for calibration periodic model estimated daily hydrographs and maximum flow rate with an accuracy up to 59% and 80.18%, respectively.
Keywords: Watershed simulation, WetSpa, stream flow, flood prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1032993 AI-based Radio Resource and Transmission Opportunity Allocation for 5G-V2X HetNets: NR and NR-U networks
Authors: Farshad Zeinali, Sajedeh Norouzi, Nader Mokari, Eduard A. Jorswieck
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The capacity of fifth-generation (5G)vehicle-to-everything (V2X) networks poses significant challenges.To address this challenge, this paper utilizes New Radio (NR) and New Radio Unlicensed (NR-U) networks to develop a vehicular heterogeneous network (HetNet). We propose a framework, named joint BS assignment and resource allocation (JBSRA) for mobile V2X users and also consider coexistence schemes based on flexible duty cycle (DC) mechanism for unlicensed bands. Our objective is to maximize the average throughput of vehicles, while guarantying the WiFi users throughput. In simulations based on deep reinforcement learning (DRL) algorithms such as deep deterministic policy gradient (DDPG) and deep Q network (DQN), our proposed framework outperforms existing solutions that rely on fixed DC or schemes without consideration of unlicensed bands.
Keywords: Vehicle-to-everything, resource allocation, BS assignment, new radio, new radio unlicensed, coexistence NR-U and WiFi, deep deterministic policy gradient, Deep Q-network, Duty cycle mechanism.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 326992 Fast Dummy Sequence Insertion Method for PAPR Reduction in WiMAX Systems
Authors: Peerapong Uthansakul, Sakkarin Chaokuntod, Monthippa Uthansakul
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In literatures, many researches proposed various methods to reduce PAPR (Peak to Average Power Ratio). Among those, DSI (Dummy Sequence Insertion) is one of the most attractive methods for WiMAX systems because it does not require side information transmitted along with user data. However, the conventional DSI methods find dummy sequence by performing an iterative procedure until achieving PAPR under a desired threshold. This causes a significant delay on finding dummy sequence and also effects to the overall performances in WiMAX systems. In this paper, the new method based on DSI is proposed by finding dummy sequence without the need of iterative procedure. The fast DSI method can reduce PAPR without either delays or required side information. The simulation results confirm that the proposed method is able to carry out PAPR performances as similar to the other methods without any delays. In addition, the simulations of WiMAX system with adaptive modulations are also investigated to realize the use of proposed methods on various fading schemes. The results suggest the WiMAX designers to modify a new Signal to Noise Ratio (SNR) criteria for adaptation.Keywords: WiMAX, OFDM, PAPR, Dummy SequenceInsertion method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1547991 Study of Fire Propagation and Soot Flow in a Pantry Car of Railway Locomotive
Authors: Juhi Kaushik, Abhishek Agarwal, Manoj Sarda, Vatsal Sanjay, Arup Kumar Das
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Fire accidents in trains bring huge disaster to human life and property. Evacuation becomes a major challenge in such incidents owing to confined spaces, large passenger density and trains moving at high speeds. The pantry car in Indian Railways trains carry inflammable materials like cooking fuel and LPG and electrical fittings. The pantry car is therefore highly susceptible to fire accidents. Numerical simulations have been done in a pantry car of Indian locomotive train using computational fluid dynamics based software. Different scenarios of a fire outbreak have been explored by varying Heat Release Rate per Unit Area (HRRPUA) of the fire source, introduction of exhaust in the cooking area, and taking a case of an air conditioned pantry car. Temporal statures of flame and soot have been obtained for each scenario and differences have been studied and reported. Inputs from this study can be used to assess casualties in fire accidents in locomotive trains and development of smoke control/detection systems in Indian trains.Keywords: Fire propagation, flame contour, pantry fire, soot flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1814990 A Multiple Inlet Swirler for Gas Turbine Combustors
Authors: Yehia A. Eldrainy, Hossam S. Aly, Khalid M. Saqr, Mohammad Nazri Mohd Jaafar
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The central recirculation zone (CRZ) in a swirl stabilized gas turbine combustor has a dominant effect on the fuel air mixing process and flame stability. Most of state of the art swirlers share one disadvantage; the fixed swirl number for the same swirler configuration. Thus, in a mathematical sense, Reynolds number becomes the sole parameter for controlling the flow characteristics inside the combustor. As a result, at low load operation, the generated swirl is more likely to become feeble affecting the flame stabilization and mixing process. This paper introduces a new swirler concept which overcomes the mentioned weakness of the modern configurations. The new swirler introduces air tangentially and axially to the combustor through tangential vanes and an axial vanes respectively. Therefore, it provides different swirl numbers for the same configuration by regulating the ratio between the axial and tangential flow momenta. The swirler aerodynamic performance was investigated using four CFD simulations in order to demonstrate the impact of tangential to axial flow rate ratio on the CRZ. It was found that the length of the CRZ is directly proportional to the tangential to axial air flow rate ratio.Keywords: Swirler, Gas turbine, CFD, Numerical simulation, Recirculation zone, Swirl number
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2995989 The Use of Fractional Brownian Motion in the Generation of Bed Topography for Bodies of Water Coupled with the Lattice Boltzmann Method
Authors: Elysia Barker, Jian Guo Zhou, Ling Qian, Steve Decent
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A method of modelling topography used in the simulation of riverbeds is proposed in this paper which removes the need for datapoints and measurements of a physical terrain. While complex scans of the contours of a surface can be achieved with other methods, this requires specialised tools which the proposed method overcomes by using fractional Brownian motion (FBM) as a basis to estimate the real surface within a 15% margin of error while attempting to optimise algorithmic efficiency. This removes the need for complex, expensive equipment and reduces resources spent modelling bed topography. This method also accounts for the change in topography over time due to erosion, sediment transport, and other external factors which could affect the topography of the ground by updating its parameters and generating a new bed. The lattice Boltzmann method (LBM) is used to simulate both stationary and steady flow cases in a side-by-side comparison over the generated bed topography using the proposed method, and a test case taken from an external source. The method, if successful, will be incorporated into the current LBM program used in the testing phase, which will allow an automatic generation of topography for the given situation in future research, removing the need for bed data to be specified.
Keywords: Bed topography, FBM, LBM, shallow water, simulations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 307988 Rheological Modeling for Shape-Memory Thermoplastic Polymers
Authors: H. Hosseini, B. V. Berdyshev, I. Iskopintsev
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This paper presents a rheological model for producing shape-memory thermoplastic polymers. Shape-memory occurs as a result of internal rearrangement of the structural elements of a polymer. A non-linear viscoelastic model was developed that allows qualitative and quantitative prediction of the stress-strain behavior of shape-memory polymers during heating. This research was done to develop a technique to determine the maximum possible change in size of shape-memory products during heating. The rheological model used in this work was particularly suitable for defining process parameters and constructive parameters of the processing equipment.Keywords: Elastic deformation, heating, shape-memory polymers, stress-strain behavior.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1769987 Modeling and Analysis of the Effects of Temperature and Pressure on the Gas-Crossover in Polymer Electrolyte Membrane Electrolyzer
Authors: A. H. Abdol Rahim, Alhassan Salami Tijani
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Hydrogen produced by means of polymer electrolyte membrane electrolyzer (PEME) is one of the most promising methods due to clean and renewable energy source. In the process, some energy loss due to mass transfer through a PEM is caused by diffusion, electro-osmotic drag, and the pressure difference between the cathode channel and anode channel. In PEME, water molecules and ionic particles transferred between the electrodes from anode to cathode, Extensive mixing of the hydrogen and oxygen at anode channel due to gases cross-over must be avoided. In recent times the consciousness of safety issue in high pressure PEME where the oxygen mix with hydrogen at anode channel could create, explosive conditions have generated a lot of concern. In this paper, the steady state and simulation analysis of gases crossover in PEME on the temperature and pressure effect are presented. The simulations have been analysis in MATLAB based on the well-known Fick’s Law of molecular diffusion. The simulation results indicated that as temperature increases, there is a significant decrease in operating voltage.Keywords: Diffusion, gases cross-over, steady state.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2550986 Presentation of a Mix Algorithm for Estimating the Battery State of Charge Using Kalman Filter and Neural Networks
Authors: Amin Sedighfar, M. R. Moniri
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Determination of state of charge (SOC) in today’s world becomes an increasingly important issue in all the applications that include a battery. In fact, estimation of the SOC is a fundamental need for the battery, which is the most important energy storage in Hybrid Electric Vehicles (HEVs), smart grid systems, drones, UPS and so on. Regarding those applications, the SOC estimation algorithm is expected to be precise and easy to implement. This paper presents an online method for the estimation of the SOC of Valve-Regulated Lead Acid (VRLA) batteries. The proposed method uses the well-known Kalman Filter (KF), and Neural Networks (NNs) and all of the simulations have been done with MATLAB software. The NN is trained offline using the data collected from the battery discharging process. A generic cell model is used, and the underlying dynamic behavior of the model has used two capacitors (bulk and surface) and three resistors (terminal, surface, and end), where the SOC determined from the voltage represents the bulk capacitor. The aim of this work is to compare the performance of conventional integration-based SOC estimation methods with a mixed algorithm. Moreover, by containing the effect of temperature, the final result becomes more accurate.
Keywords: Kalman filter, neural networks, state-of-charge, VRLA battery.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1403985 The Excess Loop Delay Calibration in a Bandpass Continuous-Time Delta Sigma Modulators Based on Q-Enhanced LC Filter
Authors: Sorore Benabid
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The Q-enhanced LC filters are the most used architecture in the Bandpass (BP) Continuous-Time (CT) Delta-Sigma (ΣΔ) modulators, due to their: high frequencies operation, high linearity than the active filters and a high quality factor obtained by Q-enhanced technique. This technique consists of the use of a negative resistance that compensate the ohmic losses in the on-chip inductor. However, this technique introduces a zero in the filter transfer function which will affect the modulator performances in term of Dynamic Range (DR), stability and in-band noise (Signal-to-Noise Ratio (SNR)). In this paper, we study the effect of this zero and we demonstrate that a calibration of the excess loop delay (ELD) is required to ensure the best performances of the modulator. System level simulations are done for a 2ndorder BP CT (ΣΔ) modulator at a center frequency of 300MHz. Simulation results indicate that the optimal ELD should be reduced by 13% to achieve the maximum SNR and DR compared to the ideal LC-based ΣΔ modulator.Keywords: Continuous-time bandpass delta-sigma modulators, excess loop delay, on-chip inductor, Q-enhanced LC filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 761984 CFD Investigation of Turbulent Mixed Convection Heat Transfer in a Closed Lid-Driven Cavity
Authors: A. Khaleel, S. Gao
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Both steady and unsteady turbulent mixed convection heat transfer in a 3D lid-driven enclosure, which has constant heat flux on the middle of bottom wall and with isothermal moving sidewalls, is reported in this paper for working fluid with Prandtl number Pr = 0.71. The other walls are adiabatic and stationary. The dimensionless parameters used in this research are Reynolds number, Re = 5000, 10000 and 15000, and Richardson number, Ri = 1 and 10. The simulations have been done by using different turbulent methods such as RANS, URANS, and LES. The effects of using different k-ε models such as standard, RNG and Realizable k-ε model are investigated. Interesting behaviours of the thermal and flow fields with changing the Re or Ri numbers are observed. Isotherm and turbulent kinetic energy distributions and variation of local Nusselt number at the hot bottom wall are studied as well. The local Nusselt number is found increasing with increasing either Re or Ri number. In addition, the turbulent kinetic energy is discernibly affected by increasing Re number. Moreover, the LES results have shown good ability of this method in predicting more detailed flow structures in the cavity.Keywords: Mixed convection, Lid-driven cavity, Turbulent flow, RANS model, URANS model, Large eddy simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2275983 Analysis of Thermal Deformation of a Rough Slider and Its Asperities and Its Impact on Load Generation in Parallel Sliders
Authors: Prawal Sinha, Getachew Adamu
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Heating is inevitable in any bearing operation. This leads to not only the thinning of the lubricant but also could lead to a thermal deformation of the bearing. The present work is an attempt to analyze the influence of thermal deformation on the thermohydrodynamic lubrication of infinitely long tilted pad slider rough bearings. As a consequence of heating the slider is deformed and is assumed to take a parabolic shape. Also the asperities expand leading to smaller effective film thickness. Two different types of surface roughness are considered: longitudinal roughness and transverse roughness. Christensen-s stochastic approach is used to derive the Reynolds-type equations. Density and viscosity are considered to be temperature dependent. The modified Reynolds equation, momentum equation, continuity equation and energy equation are decoupled and solved using finite difference method to yield various bearing characteristics. From the numerical simulations it is observed that the performance of the bearing is significantly affected by the thermal distortion of the slider and asperities and even the parallel sliders seem to carry some load.Keywords: Thermal Deformation, Tilted pad slider bearing, longitudinal roughness, transverse roughness, load capacity
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1871982 A Diagnostic Fuzzy Rule-Based System for Congenital Heart Disease
Authors: Ersin Kaya, Bulent Oran, Ahmet Arslan
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In this study, fuzzy rule-based classifier is used for the diagnosis of congenital heart disease. Congenital heart diseases are defined as structural or functional heart disease. Medical data sets were obtained from Pediatric Cardiology Department at Selcuk University, from years 2000 to 2003. Firstly, fuzzy rules were generated by using medical data. Then the weights of fuzzy rules were calculated. Two different reasoning methods as “weighted vote method" and “singles winner method" were used in this study. The results of fuzzy classifiers were compared.Keywords: Congenital heart disease, Fuzzy rule-basedclassifiers, Classification
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1822981 EEIA: Energy Efficient Indexed Aggregation in Smart Wireless Sensor Networks
Authors: Mohamed Watfa, William Daher, Hisham Al Azar
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The main idea behind in network aggregation is that, rather than sending individual data items from sensors to sinks, multiple data items are aggregated as they are forwarded by the sensor network. Existing sensor network data aggregation techniques assume that the nodes are preprogrammed and send data to a central sink for offline querying and analysis. This approach faces two major drawbacks. First, the system behavior is preprogrammed and cannot be modified on the fly. Second, the increased energy wastage due to the communication overhead will result in decreasing the overall system lifetime. Thus, energy conservation is of prime consideration in sensor network protocols in order to maximize the network-s operational lifetime. In this paper, we give an energy efficient approach to query processing by implementing new optimization techniques applied to in-network aggregation. We first discuss earlier approaches in sensors data management and highlight their disadvantages. We then present our approach “Energy Efficient Indexed Aggregation" (EEIA) and evaluate it through several simulations to prove its efficiency, competence and effectiveness.Keywords: Sensor Networks, Data Base, Data Fusion, Aggregation, Indexing, Energy Efficiency
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1796980 Validation and Projections for Solar Radiation up to 2100: HadGEM2-AO Global Circulation Model
Authors: Elison Eduardo Jardim Bierhals, Claudineia Brazil, Deivid Pires, Rafael Haag, Elton Gimenez Rossini
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The objective of this work is to evaluate the results of solar radiation projections between 2006 and 2013 for the state of Rio Grande do Sul, Brazil. The projections are provided by the General Circulation Models (MCGs) belonging to the Coupled Model Intercomparison Phase 5 (CMIP5). In all, the results of the simulation of six models are evaluated, compared to monthly data, measured by a network of thirteen meteorological stations of the National Meteorological Institute (INMET). The performance of the models is evaluated by the Nash coefficient and the Bias. The results are presented in the form of tables, graphs and spatialization maps. The ACCESS1-0 RCP 4.5 model presented the best results for the solar radiation simulations, for the most optimistic scenario, in much of the state. The efficiency coefficients (CEF) were between 0.95 and 0.98. In the most pessimistic scenario, HADGen2-AO RCP 8.5 had the best accuracy among the analyzed models, presenting coefficients of efficiency between 0.94 and 0.98. From this validation, solar radiation projection maps were elaborated, indicating a seasonal increase of this climatic variable in some regions of the Brazilian territory, mainly in the spring.
Keywords: climate change, projections, solar radiation, validation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 860979 Topology of Reverse Von-Kármán Vortex Street in the Wake of a Swimming Whale Shark
Authors: Arash Taheri
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In this paper, effects of the ventral body planform of a swimming whale shark on the formation of ‘reverse von-Kármán vortex street’ behind the aquatic animal are studied using Fluid-Structure Interaction (FSI) approach. In this regard, incompressible Navier-Stokes equations around the whale shark’s body with a prescribed deflection dynamics are solved with the aid of Boundary Data Immersion Method (BDIM) and Implicit Large Eddy Simulation (ILES) turbulence treatment by WaterLily.jl solver; fully-written in Julia programming language. The whale shark flow simulations here are performed at high Reynolds number, i.e. 1.4 107 corresponding to the swimming of a 10 meter-whale shark at an average speed of 5 km/h. For comparison purposes, vortical flow generation behind a silky shark with a streamlined forehead eidonomy is also simulated at high Reynolds number, Re = 2 106, corresponding to the swimming of a 2 meter-silky shark at an average speed of 3.6 km/h. The results depict formation of distinct wake topologies behind the swimming sharks depending on the travelling wave oscillating amplitudes.
Keywords: Whale shark, vortex street, BDIM, FSI, functional eidonomy, bionics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1282978 Impact of Increasing Distributed Solar PV Systems on Distribution Networks in South Africa
Authors: Aradhna Pandarum
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South Africa is experiencing an exponential growth of distributed solar PV installations. This is due to various factors with the predominant one being increasing electricity tariffs along with decreasing installation costs, resulting in attractive business cases to some end-users. Despite there being a variety of economic and environmental advantages associated with the installation of PV, their potential impact on distribution grids has yet to be thoroughly investigated. This is especially true since the locations of these units cannot be controlled by Network Service Providers (NSPs) and their output power is stochastic and non-dispatchable. This report details two case studies that were completed to determine the possible voltage and technical losses impact of increasing PV penetration in the Northern Cape of South Africa. Some major impacts considered for the simulations were ramping of PV generation due to intermittency caused by moving clouds, the size and overall hosting capacity and the location of the systems. The main finding is that the technical impact is different on a constrained feeder vs a non-constrained feeder. The acceptable PV penetration level is much lower for a constrained feeder than a non-constrained feeder, depending on where the systems are located.
Keywords: Medium voltage networks, power system losses, power system voltage, solar photovoltaic, PV.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 554977 Stress-Strain Relation for Hybrid Fiber Reinforced Concrete at Elevated Temperature
Authors: Josef Novák, Alena Kohoutková
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The performance of concrete structures in fire depends on several factors which include, among others, the change in material properties due to the fire. Today, fiber reinforced concrete (FRC) belongs to materials which have been widely used for various structures and elements. While the knowledge and experience with FRC behavior under ambient temperature is well-known, the effect of elevated temperature on its behavior has to be deeply investigated. This paper deals with an experimental investigation and stress‑strain relations for hybrid fiber reinforced concrete (HFRC) which contains siliceous aggregates, polypropylene and steel fibers. The main objective of the experimental investigation is to enhance a database of mechanical properties of concrete composites with addition of fibers subject to elevated temperature as well as to validate existing stress-strain relations for HFRC. Within the investigation, a unique heat transport test, compressive test and splitting tensile test were performed on 150 mm cubes heated up to 200, 400, and 600 °C with the aim to determine a time period for uniform heat distribution in test specimens and the mechanical properties of the investigated concrete composite, respectively. Both findings obtained from the presented experimental test as well as experimental data collected from scientific papers so far served for validating the computational accuracy of investigated stress-strain relations for HFRC which have been developed during last few years. Owing to the presence of steel and polypropylene fibers, HFRC becomes a unique material whose structural performance differs from conventional plain concrete when exposed to elevated temperature. Polypropylene fibers in HFRC lower the risk of concrete spalling as the fibers burn out shortly with increasing temperature due to low ignition point and as a consequence pore pressure decreases. On the contrary, the increase in the concrete porosity might affect the mechanical properties of the material. To validate this thought requires enhancing the existing result database which is very limited and does not contain enough data. As a result of the poor database, only few stress-strain relations have been developed so far to describe the structural performance of HFRC at elevated temperature. Moreover, many of them are inconsistent and need to be refined. Most of them also do not take into account the effect of both a fiber type and fiber content. Such approach might be vague especially when high amount of polypropylene fibers are used. Therefore, the existing relations should be validated in detail based on other experimental results.
Keywords: Elevated temperature, fiber reinforced concrete, mechanical properties, stress strain relation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1122976 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach
Authors: Imen Dhaou
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This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.
Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 996975 Observations of Conformity in the Health Professions
Authors: Tanya N. Beran, Michelle A. Drefs, Ghazwan Altabbaa, Nouf Al Harbi, Noof Al Baz, Elizabeth Oddone Paolucci
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Although interprofessional practice is a collaborative approach for problem solving among health professionals, its implementation can present challenges to its team members. In particular, they may feel pressured to agree with or conform to other members who share information that is contrary to their own understanding. Obtaining evidence of this phenomenon is challenging, as team members may underreport their conformity behaviors due to reasons such as social desirability. In this paper, a series of studies are reviewed in which several approaches to assessing conformity in the health care professions are tested. Simulations, questionnaires, and behavior checklists can be used to measure conformity behaviors. Insights from these studies show that a significant proportion of people conform either in the presence or absence of others, express a variety of verbal and nonverbal behaviors when considering whether to conform to others, may shift between conforming and moments later not conforming (and vice versa), and may not accurately report whether they conformed. A method of measuring conformity using the implicit bias test is also discussed. People at all levels in the healthcare system are encouraged to develop both formal and informal strategies to manage the conformity pressures that people face.
Keywords: Conformity, decision-making, interprofessional teams, medical simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 434974 Adjusted Ratio and Regression Type Estimators for Estimation of Population Mean when some Observations are missing
Authors: Nuanpan Nangsue
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Ratio and regression type estimators have been used by previous authors to estimate a population mean for the principal variable from samples in which both auxiliary x and principal y variable data are available. However, missing data are a common problem in statistical analyses with real data. Ratio and regression type estimators have also been used for imputing values of missing y data. In this paper, six new ratio and regression type estimators are proposed for imputing values for any missing y data and estimating a population mean for y from samples with missing x and/or y data. A simulation study has been conducted to compare the six ratio and regression type estimators with a previous estimator of Rueda. Two population sizes N = 1,000 and 5,000 have been considered with sample sizes of 10% and 30% and with correlation coefficients between population variables X and Y of 0.5 and 0.8. In the simulations, 10 and 40 percent of sample y values and 10 and 40 percent of sample x values were randomly designated as missing. The new ratio and regression type estimators give similar mean absolute percentage errors that are smaller than the Rueda estimator for all cases. The new estimators give a large reduction in errors for the case of 40% missing y values and sampling fraction of 30%.
Keywords: Auxiliary variable, missing data, ratio and regression type estimators.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1732973 Material Flow Modeling in Friction Stir Welding of AA6061-T6 Alloy and Study of the Effect of Process Parameters
Authors: B. Saha Roy, T. Medhi, S. C. Saha
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To understand the friction stir welding process, it is very important to know the nature of the material flow in and around the tool. The process is a combination of both thermal as well as mechanical work i.e. it is a coupled thermo-mechanical process. Numerical simulations are very much essential in order to obtain a complete knowledge of the process as well as the physics underlying it. In the present work a model based approach is adopted in order to study material flow. A thermo-mechanical based CFD model is developed using a Finite Element package, Comsol Multiphysics. The fluid flow analysis is done. The model simultaneously predicts shear strain fields, shear strain rates and shear stress over the entire workpiece for the given conditions. The flow fields generated by the streamline plot give an idea of the material flow. The variation of dynamic viscosity, velocity field and shear strain fields with various welding parameters is studied. Finally the result obtained from the above mentioned conditions is discussed elaborately and concluded.Keywords: AA6061-T6, friction stir welding, material flow, CFD modelling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2579972 The Investigations of Water-ethanol Mixture by Monte Carlo Method
Authors: Atamas N. A., Atamas A. A.
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Energetic and structural results for ethanol-water mixtures as a function of the mole fraction were calculated using Monte Carlo methodology. Energy partitioning results obtained for equimolar water-ethanol mixture and ether organic liquids are compared. It has been shown that at xet=0.22 the RDFs for waterethanol and ethanol-ethanol interactions indicated strong hydrophobic interactions between ethanol molecules and the local structure of solution is less structured at this concentration as at ether ones. Results obtained for ethanol-water mixture as a function of concentration are in good agreement with the experimental data.
Keywords: Ethanol, molecular liquids, Monte Carlo, water, thermodynamics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2243971 Modeling of Pulping of Sugar Maple Using Advanced Neural Network Learning
Authors: W. D. Wan Rosli, Z. Zainuddin, R. Lanouette, S. Sathasivam
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This paper reports work done to improve the modeling of complex processes when only small experimental data sets are available. Neural networks are used to capture the nonlinear underlying phenomena contained in the data set and to partly eliminate the burden of having to specify completely the structure of the model. Two different types of neural networks were used for the application of Pulping of Sugar Maple problem. A three layer feed forward neural networks, using the Preconditioned Conjugate Gradient (PCG) methods were used in this investigation. Preconditioning is a method to improve convergence by lowering the condition number and increasing the eigenvalues clustering. The idea is to solve the modified problem where M is a positive-definite preconditioner that is closely related to A. We mainly focused on Preconditioned Conjugate Gradient- based training methods which originated from optimization theory, namely Preconditioned Conjugate Gradient with Fletcher-Reeves Update (PCGF), Preconditioned Conjugate Gradient with Polak-Ribiere Update (PCGP) and Preconditioned Conjugate Gradient with Powell-Beale Restarts (PCGB). The behavior of the PCG methods in the simulations proved to be robust against phenomenon such as oscillations due to large step size.
Keywords: Convergence, Modeling, Neural Networks, Preconditioned Conjugate Gradient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1686970 Investigation on Behavior of Fixed-Ended Reinforced Concrete Deep Beams
Authors: Y. Heyrani Birak, R. Hizaji, J. Shahkarami
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Reinforced Concrete (RC) deep beams are special structural elements because of their geometry and behavior under loads. For example, assumption of strain- stress distribution is not linear in the cross section. These types of beams may have simple supports or fixed supports. A lot of research works have been conducted on simply supported deep beams, but little study has been done in the fixed-end RC deep beams behavior. Recently, using of fixed-ended deep beams has been widely increased in structures. In this study, the behavior of fixed-ended deep beams is investigated, and the important parameters in capacity of this type of beams are mentioned.
Keywords: Deep beam, capacity, reinforced concrete, fixed-ended.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 829969 Usage of Channel Coding Techniques for Peak-to-Average Power Ratio Reduction in Visible Light Communications Systems
Authors: P.L.D.N.M. de Silva, S.G. Edirisinghe, R. Weerasuriya
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High Peak-to-Average Power Ratio (PAPR) is a concern of Orthogonal Frequency Division Multiplexing (OFDM) based Visible Light Communication (VLC) systems. Discrete Fourier Transform spread (DFT-s) OFDM is an alternative single carrier modulation scheme which would address this concern. Employing channel coding techniques is another mechanism to reduce the PAPR. In this study, the improvement which can be harnessed by hybridizing these two techniques for VLC system is being studied. Within the study, efficient techniques such as Hamming coding and Convolutional coding have been studied. Thus, we present the impact of the hybrid of DFT-s OFDM and Channel coding (Hamming coding and Convolutional coding) on PAPR in VLC systems, using MATLAB simulations.
Keywords: Convolutional Coding, Discrete Fourier Transform spread Orthogonal Frequency Division Multiplexing (DFT-s OFDM), Hamming Coding, Peak-to-Average Power Ratio (PAPR), Visible Light Communications (VLC).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 513968 Cessna Citation X Performances Improvement by an Adaptive Winglet during the Cruise Flight
Authors: Marine Segui, Simon Bezin, Ruxandra Mihaela Botez
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As part of a ‘Morphing-Wing’ idea, this study consists of measuring how a winglet, which is able to change its shape during the flight, is efficient. Conventionally, winglets are fixed-vertical platforms at the wingtips, optimized for a cruise condition that the airplane should use most of the time. However, during a cruise, an airplane flies through a lot of cruise conditions corresponding to altitudes variations from 30,000 to 45,000 ft. The fixed winglets are not optimized for these variations, and consequently, they are supposed to generate some drag, and thus to deteriorate aircraft fuel consumption. This research assumes that it exists a winglet position that reduces the fuel consumption for each cruise condition. In this way, the methodology aims to find these optimal winglet positions, and to further simulate, and thus estimate the fuel consumption of an aircraft wearing this type of adaptive winglet during several cruise conditions. The adaptive winglet is assumed to have degrees of freedom given by the various changes of following surfaces: the tip chord, the sweep and the dihedral angles. Finally, results obtained during cruise simulations are presented in this paper. These results show that an adaptive winglet can reduce, thus improve up to 2.12% the fuel consumption of an aircraft during a cruise.Keywords: Aerodynamics, Cessna Citation X, optimization, winglet, adaptive, morphing, wing, aircraft.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1238967 Molecular Dynamics Study on Mechanical Responses of Circular Graphene Nanoflake under Nanoindentation
Authors: Jeong-Won Kang
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Graphene, a single-atom sheet, has been considered as the most promising material for making future nanoelectromechanical systems as well as purely electrical switching with graphene transistors. Graphene-based devices have advantages in scaled-up device fabrication due to the recent progress in large area graphene growth and lithographic patterning of graphene nanostructures. Here we investigated its mechanical responses of circular graphene nanoflake under the nanoindentation using classical molecular dynamics simulations. A correlation between the load and the indentation depth was constructed. The nanoindented force in this work was applied to the center point of the circular graphene nanoflake and then, the resonance frequency could be tuned by a nanoindented depth. We found the hardening or the softening of the graphene nanoflake during its nanoindented-deflections, and such properties were recognized by the shift of the resonance frequency. The calculated mechanical parameters in the force-vs-deflection plot were in good agreement with previous experimental and theoretical works. This proposed schematics can detect the pressure via the deflection change or/and the resonance frequency shift, and also have great potential for versatile applications in nanoelectromechanical systems.Keywords: Graphene, pressure sensor, circular graphene nanoflake, molecular dynamics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1717966 Frequency Modulation in Vibro-Acoustic Modulation Method
Authors: D. Liu, D. M. Donskoy
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The vibroacoustic modulation method is based on the modulation effect of high-frequency ultrasonic wave (carrier) by low-frequency vibration in the presence of various defects, primarily contact-type such as cracks, delamination, etc. The presence and severity of the defect are measured by the ratio of the spectral sidebands and the carrier in the spectrum of the modulated signal. This approach, however, does not differentiate between amplitude and frequency modulations, AM and FM, respectfully. This paper is an attempt to explain the generation mechanisms of FM and its correlation with the flaw properties. Here we proposed two possible mechanisms leading to FM modulation based on nonlinear local defect resonance and dynamic acoustoelastic models.
Keywords: Non-destructive testing, nonlinear acoustics, structural health monitoring, acoustoelasticity, local defect resonance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 502